经验似然方法已经被广泛用于线性模型和广义线性模型. 本文基于经验似然方法对非线性回归模型进行统计诊断. 首先得到模型参数的极大经验似然估计; 其次 基于经验似然研究了三种不同的影响曲率度量; 最后通过一个实际例子, 说明了诊断方法的有效性.
Abstract
The empirical likelihood method has been extensively applied to linear regression and generalized linear regression models. In this paper, the diagnostic measures for nonlinear regression models are studied based on the empirical likelihood method. First, the maximum empirical likelihood estimate of the parameters are obtained. Then, three different measures of influence curvatures are studied. Last, real data analysis are given to illustrate the validity of statistical diagnostic measures.
关键词
经验似然 /
极大经验似然估计 /
影响曲率
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Key words
empirical likelihood /
maximum empirical likelihood estimate /
influence curvatures
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参考文献
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脚注
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基金
国家自然科学基金(11171065, 11102076); 江苏省自然科学基金(BK2011058)和江苏技术师范学院 青年科研基金(KYY11073)资助项目.
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